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Implied volatility
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51	REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: SECOND QUARTER 2015 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By: Add to Reading List Source URL: www.rggi.org Language: English - Date: 2015-08-25 16:00:36 Carbon finance Emissions trading Regional Greenhouse Gas Initiative Mathematical finance Technical analysis Futures contract Implied volatility Option Derivative Open interest European Union Emission Trading Scheme
52	Serie Banca Central N°XV Add to Reading List Source URL: www.bcentral.cl Language: English - Date: 2011-02-02 08:28:00 Data analysis Time series analysis Technical analysis Volatility Implied volatility Variance Standard deviation Autoregressive conditional heteroskedasticity Vector autoregression Statistics Mathematical finance Econometrics
53	Trading Restrictions and Over-valuation of Covered Warrants in China Abstract This paper examines the valuation of covered warrants traded in China and finds that the implied volatility is consistently higher than the re Add to Reading List Source URL: www.nzfc.ac.nz - Date: 2012-02-15 19:46:53
54	Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns Stephen G. Cecchetti; Pok-Sang Lam; Nelson C. Mark The Journal of Finance, Vol. 49, No. 1. (Mar Add to Reading List Source URL: people.brandeis.edu - Date: 2014-02-08 16:48:35
55	CBOE new VIX Implied Volatility Index Add to Reading List Source URL: www-csfi.sigmath.es.osaka-u.ac.jp - Date: 2010-07-28 11:38:35
56	Discussion Paper Seriesrevised version ofModel-Free Implied Volatility: From Surface to Index M. Fukasawa, I. Ishida, N. Maghrebi, K. Oya, M. Add to Reading List Source URL: www-csfi.sigmath.es.osaka-u.ac.jp Language: English - Date: 2012-01-19 05:15:19
57	JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS Vol. 48, No. 6, Dec. 2013, pp. 1813–1845 COPYRIGHT 2013, MICHAEL G. FOSTER SCHOOL OF BUSINESS, UNIVERSITY OF WASHINGTON, SEATTLE, WA 98195 Add to Reading List Source URL: faculty.london.edu Language: English - Date: 2014-05-19 05:28:42 Investment Implied volatility Volatility Stochastic volatility Black–Scholes Financial risk Option VIX IVX Mathematical finance Financial economics Finance
58	PDF Document Add to Reading List Source URL: www.eia.gov Language: English - Date: 2009-04-23 16:48:18 Economics Financial markets Commodities market Price of petroleum Pricing Speculation Volatility Implied volatility Futures contract Mathematical finance Financial economics Finance
59	Office of Economic Analysis Memo re: Economic Perspective on Employee Option Expensing: Valuation and Implementation of FAS 123(R) Add to Reading List Source URL: edgar.sec.gov Language: English - Date: 2005-03-29 14:02:21 Mathematical finance Business Corporate finance Employee stock option Employment compensation Implied volatility Valuation Volatility Black–Scholes Financial economics Finance Options
60	CREATES Research PaperBayesian Option Pricing Using Mixed Normal Heteroskedasticity Models Jeroen V.K. Rombouts and Lars Stentoft School of Economics and Management Add to Reading List Source URL: www.econ.au.dk Language: English - Date: 2011-09-21 09:12:59 Options Finance Autoregressive conditional heteroskedasticity Stochastic volatility Volatility Implied volatility Black–Scholes Mixture model Time series Mathematical finance Financial economics Statistics

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